PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PSTG vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PSTG and AMZN is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

PSTG vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pure Storage, Inc. (PSTG) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
302.25%
730.05%
PSTG
AMZN

Key characteristics

Sharpe Ratio

PSTG:

1.48

AMZN:

1.71

Sortino Ratio

PSTG:

2.30

AMZN:

2.33

Omega Ratio

PSTG:

1.30

AMZN:

1.30

Calmar Ratio

PSTG:

2.41

AMZN:

2.13

Martin Ratio

PSTG:

5.41

AMZN:

8.00

Ulcer Index

PSTG:

14.77%

AMZN:

5.98%

Daily Std Dev

PSTG:

54.10%

AMZN:

27.97%

Max Drawdown

PSTG:

-69.43%

AMZN:

-94.40%

Current Drawdown

PSTG:

-5.78%

AMZN:

-3.44%

Fundamentals

Market Cap

PSTG:

$21.45B

AMZN:

$2.43T

EPS

PSTG:

$0.39

AMZN:

$4.68

PE Ratio

PSTG:

168.62

AMZN:

49.39

PEG Ratio

PSTG:

1.92

AMZN:

1.91

Total Revenue (TTM)

PSTG:

$3.01B

AMZN:

$620.13B

Gross Profit (TTM)

PSTG:

$2.16B

AMZN:

$300.18B

EBITDA (TTM)

PSTG:

$282.59M

AMZN:

$112.91B

Returns By Period

In the year-to-date period, PSTG achieves a 80.59% return, which is significantly higher than AMZN's 48.03% return.


PSTG

YTD

80.59%

1M

29.37%

6M

-0.12%

1Y

78.59%

5Y*

30.73%

10Y*

N/A

AMZN

YTD

48.03%

1M

10.86%

6M

18.95%

1Y

46.20%

5Y*

20.32%

10Y*

30.90%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PSTG vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pure Storage, Inc. (PSTG) and Amazon.com, Inc. (AMZN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for PSTG, currently valued at 1.48, compared to the broader market-4.00-2.000.002.001.481.71
The chart of Sortino ratio for PSTG, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.302.33
The chart of Omega ratio for PSTG, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.30
The chart of Calmar ratio for PSTG, currently valued at 2.41, compared to the broader market0.002.004.006.002.412.13
The chart of Martin ratio for PSTG, currently valued at 5.41, compared to the broader market-5.000.005.0010.0015.0020.0025.005.418.00
PSTG
AMZN

The current PSTG Sharpe Ratio is 1.48, which is comparable to the AMZN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PSTG and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.48
1.71
PSTG
AMZN

Dividends

PSTG vs. AMZN - Dividend Comparison

Neither PSTG nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PSTG vs. AMZN - Drawdown Comparison

The maximum PSTG drawdown since its inception was -69.43%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for PSTG and AMZN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.78%
-3.44%
PSTG
AMZN

Volatility

PSTG vs. AMZN - Volatility Comparison

Pure Storage, Inc. (PSTG) has a higher volatility of 23.90% compared to Amazon.com, Inc. (AMZN) at 8.68%. This indicates that PSTG's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
23.90%
8.68%
PSTG
AMZN

Financials

PSTG vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Pure Storage, Inc. and Amazon.com, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab